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Modeling loss given default with stochastic collateral
Frontczak, Robert; Rostek, Stefan - In: Economic modelling 44 (2015), pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
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The effects of policy uncertainty on bank loan loss provisions
Tran, Dung Viet; Houston, Reza - In: Economic modelling 102 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012796594
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Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
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Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675
Persistent link: https://www.econbiz.de/10003791242
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The cyclical behavior of bank capital buffers in an emerging economy : size does matter
Gracía-Suaza, Andrés Felipe; Gómez González, José … - In: Economic modelling 29 (2012) 5, pp. 1612-1617
Persistent link: https://www.econbiz.de/10009667181
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Does the banking sector structure matter for credit procyclicality?
Bouvatier, Vincent; López-Villavicencio, Antonia; … - In: Economic modelling 29 (2012) 4, pp. 1035-1044
Persistent link: https://www.econbiz.de/10009667449
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Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - In: Economic modelling 43 (2014), pp. 142-157
Persistent link: https://www.econbiz.de/10010502192
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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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House prices and credit risk : evidence from the United States
Tajik, Mohammad; Aliakbari, Saeideh; Ghalia, Thaana; … - In: Economic modelling 51 (2015), pp. 123-135
Persistent link: https://www.econbiz.de/10011475862
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Are loans cheaper when tomorrow seems further?
Godlewski, Christophe J.; Weill, Laurent - In: Economic modelling 94 (2021), pp. 1058-1065
Persistent link: https://www.econbiz.de/10012695620